Abstract
This paper studies off-diagonal decay in symmetric Toeplitz matrices. It is shown that if the generating sequence of the matrix is monotone, positive and convex then the monotonicity and positivity are maintained through triangular decomposition. The work is motivated by recent results on explicit bounds for inverses of triangular matrices.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 75-85 |
| Number of pages | 11 |
| Journal | Linear Algebra and Its Applications |
| Volume | 403 |
| Issue number | 1-3 |
| DOIs | |
| State | Published - Jul 1 2005 |
| Externally published | Yes |
Keywords
- Cholesky decomposition
- Monotone convex sequences
- Toeplitz matrices
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